mini-sized Dow ($5) Future March 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 13,088 13,088 0 0.0% 12,917
High 13,120 13,232 112 0.9% 13,080
Low 13,036 13,083 47 0.4% 12,831
Close 13,116 13,207 91 0.7% 13,071
Range 84 149 65 77.4% 249
ATR 122 124 2 1.6% 0
Volume 2,245 4,604 2,359 105.1% 4,664
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,621 13,563 13,289
R3 13,472 13,414 13,248
R2 13,323 13,323 13,234
R1 13,265 13,265 13,221 13,294
PP 13,174 13,174 13,174 13,189
S1 13,116 13,116 13,193 13,145
S2 13,025 13,025 13,180
S3 12,876 12,967 13,166
S4 12,727 12,818 13,125
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 13,741 13,655 13,208
R3 13,492 13,406 13,140
R2 13,243 13,243 13,117
R1 13,157 13,157 13,094 13,200
PP 12,994 12,994 12,994 13,016
S1 12,908 12,908 13,048 12,951
S2 12,745 12,745 13,025
S3 12,496 12,659 13,003
S4 12,247 12,410 12,934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,232 12,834 398 3.0% 118 0.9% 94% True False 2,182
10 13,232 12,664 568 4.3% 125 0.9% 96% True False 1,222
20 13,232 12,380 852 6.5% 130 1.0% 97% True False 645
40 13,438 12,380 1,058 8.0% 119 0.9% 78% False False 330
60 13,486 12,380 1,106 8.4% 98 0.7% 75% False False 224
80 13,486 12,380 1,106 8.4% 81 0.6% 75% False False 171
100 13,486 12,378 1,108 8.4% 65 0.5% 75% False False 137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,865
2.618 13,622
1.618 13,473
1.000 13,381
0.618 13,324
HIGH 13,232
0.618 13,175
0.500 13,158
0.382 13,140
LOW 13,083
0.618 12,991
1.000 12,934
1.618 12,842
2.618 12,693
4.250 12,450
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 13,191 13,171
PP 13,174 13,135
S1 13,158 13,099

These figures are updated between 7pm and 10pm EST after a trading day.

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